python逻辑回归示例

# 逻辑回归示例 引用视频代码解释 背景： 通过数据库预测大学生成绩是否会被录取，使用逻辑回归的方法，重点在于建立逻辑回归的过程

#三大件
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
%matplotlib inline

# 引入三个必要的包 分别是科学计算 文件读写以及作图

import os
path = 'data' + os.sep + 'LogiReg_data.txt'
pdData = pd.read_csv(path, header=None, names=['Exam 1', 'Exam 2', 'Admitted'])
pdData.head()

.dataframe thead tr:only-child th { text-align: right; } .dataframe thead th { text-align: left; } .dataframe tbody tr th { vertical-align: top; }

	Exam 1	Exam 2	Admitted
0	34.623660	78.024693	0
1	30.286711	43.894998	0
2	35.847409	72.902198	0
3	60.182599	86.308552	1
4	79.032736	75.344376	1

pdData.shape
#打印表格维度

(100, 3)

#绘制散点图 注意plt库的用法
positive = pdData[pdData['Admitted'] == 1] # returns the subset of rows such Admitted = 1, i.e. the set of *positive* examples
negative = pdData[pdData['Admitted'] == 0] # returns the subset of rows such Admitted = 0, i.e. the set of *negative* examples

fig, ax = plt.subplots(figsize=(10,5))
ax.scatter(positive['Exam 1'], positive['Exam 2'], s=30, c='b', marker='o', label='Admitted')
ax.scatter(negative['Exam 1'], negative['Exam 2'], s=30, c='r', marker='x', label='Not Admitted')
ax.legend()
ax.set_xlabel('Exam 1 Score')
ax.set_ylabel('Exam 2 Score')

Text(0,0.5,'Exam 2 Score')

目标：建立分类器（求解出三个参数 $\theta_0 \theta_1 \theta_2$）

设定阈值，根据阈值判断录取结果

要完成的模块

• sigmoid : 映射到概率的函数

• model : 返回预测结果值

• cost : 根据参数计算损失

• gradient : 计算每个参数的梯度方向

• descent : 进行参数更新

• accuracy: 计算精度

模块1 sigmoid函数

$$g(z) = \frac{1}{1+e^{-z}}$$

属性：

• $g:\mathbb{R} \to [0,1]$
• $g(0)=0.5$
• $g(- \infty)=0$
• $g(+ \infty)=1$

def sigmoid(z):
    return 1 / (1 + np.exp(-z))
nums = np.arange(-10, 10, step=1) #creates a vector containing 20 equally spaced values from -10 to 10
fig, ax = plt.subplots(figsize=(12,4))
ax.plot(nums, sigmoid(nums), 'r')

[<matplotlib.lines.Line2D at 0x1d70d5393c8>]

模块2 model函数

def model(X, theta):

    return sigmoid(np.dot(X, theta.T))

$$\begin{array}{ccc} \begin{pmatrix}\theta_{0} & \theta_{1} & \theta_{2}\end{pmatrix} & \times & \begin{pmatrix}1\\ x_{1}\\ x_{2} \end{pmatrix}\end{array}=\theta_{0}+\theta_{1}x_{1}+\theta_{2}x_{2}$$

这一步指将参数与变量之间的算法转换成矩阵算法

##构造相关的举证

#pdData.insert(0, 'Ones', 1) # in a try / except structure so as not to return an error if the block si executed several times


# set X (training data) and y (target variable)
orig_data = pdData.as_matrix() # convert the Pandas representation of the data to an array useful for further computations
cols = orig_data.shape[1]
X = orig_data[:,0:cols-1]
y = orig_data[:,cols-1:cols]

# convert to numpy arrays and initalize the parameter array theta
#X = np.matrix(X.values)
#y = np.matrix(data.iloc[:,3:4].values) #np.array(y.values)
theta = np.zeros([1, 3])

X.shape, y.shape, theta.shape

((100, 3), (100, 1), (1, 3))

模块3 损失函数

将对数似然函数去负号

$$D(h_\theta(x), y) = -y\log(h_\theta(x)) - (1-y)\log(1-h_\theta(x))$$
求平均损失
$$J(\theta)=\frac{1}{n}\sum_{i=1}^{n} D(h_\theta(x_i), y_i)$$

def cost(X, y, theta):
    left = np.multiply(-y, np.log(model(X, theta)))
    right = np.multiply(1 - y, np.log(1 - model(X, theta)))
    return np.sum(left - right) / (len(X))

cost(X, y, theta)

0.69314718055994529

模块4 梯度函数

$$\frac{\partial J}{\partial \theta_j}=-\frac{1}{m}\sum_{i=1}^n (y_i - h_\theta (x_i))x_{ij}$$

def gradient(X, y, theta):
    grad = np.zeros(theta.shape)# 创建一个3个元素的theta
    error = (model(X, theta)- y).ravel()# error指-(y-h(Theta(Xi))),然后人ravel函数将矩阵平铺成一个向量list
    for j in range(len(theta.ravel())): #for each parmeter 对于向量中的每一个元素
        term = np.multiply(error, X[:,j]) #term=error[i]*X[i,j],q其中j是固定的，也就是说i号元素对应相乘
        grad[0, j] = np.sum(term) /  len(X)#i元素再相加求和

    return grad

STOP_ITER = 0
STOP_COST = 1
STOP_GRAD = 2

def stopCriterion(type, value, threshold):
    #设定三种不同的停止策略
    if type == STOP_ITER:        return value > threshold
    elif type == STOP_COST:      return abs(value[-1]-value[-2]) < threshold
    elif type == STOP_GRAD:      return np.linalg.norm(value) < threshold

import numpy.random
#洗牌 注意shuffle的用法
def shuffleData(data):
    np.random.shuffle(data)
    cols = data.shape[1]
    X = data[:, 0:cols-1]
    y = data[:, cols-1:]
    return X, y

import time

def descent(data, theta, batchSize, stopType, thresh, alpha):
    #梯度下降求解

    init_time = time.time()
    i = 0 # 迭代次数
    k = 0 # batch
    X, y = shuffleData(data)
    grad = np.zeros(theta.shape) # 计算的梯度
    costs = [cost(X, y, theta)] # 损失值


    while True:
        grad = gradient(X[k:k+batchSize], y[k:k+batchSize], theta)
        k += batchSize #取batch数量个数据
        if k >= n: 
            k = 0 
            X, y = shuffleData(data) #重新洗牌
        theta = theta - alpha*grad # 参数更新
        costs.append(cost(X, y, theta)) # 计算新的损失
        i += 1 

        if stopType == STOP_ITER:       value = i
        elif stopType == STOP_COST:     value = costs
        elif stopType == STOP_GRAD:     value = grad
        if stopCriterion(stopType, value, thresh): break

    return theta, i-1, costs, grad, time.time() - init_time

def runExpe(data, theta, batchSize, stopType, thresh, alpha):
    #import pdb; pdb.set_trace();
    theta, iter, costs, grad, dur = descent(data, theta, batchSize, stopType, thresh, alpha)
    name = "Original" if (data[:,1]>2).sum() > 1 else "Scaled"
    name += " data - learning rate: {} - ".format(alpha)
    if batchSize==n: strDescType = "Gradient"
    elif batchSize==1:  strDescType = "Stochastic"
    else: strDescType = "Mini-batch ({})".format(batchSize)
    name += strDescType + " descent - Stop: "
    if stopType == STOP_ITER: strStop = "{} iterations".format(thresh)
    elif stopType == STOP_COST: strStop = "costs change < {}".format(thresh)
    else: strStop = "gradient norm < {}".format(thresh)
    name += strStop
    print ("***{}\nTheta: {} - Iter: {} - Last cost: {:03.2f} - Duration: {:03.2f}s".format(
        name, theta, iter, costs[-1], dur))
    fig, ax = plt.subplots(figsize=(12,4))
    ax.plot(np.arange(len(costs)), costs, 'r')
    ax.set_xlabel('Iterations')
    ax.set_ylabel('Cost')
    ax.set_title(name.upper() + ' - Error vs. Iteration')
    return theta

#选择的梯度下降方法是基于所有样本的
n=100
runExpe(orig_data, theta, n, STOP_ITER, thresh=5000, alpha=0.000001)

***Original data - learning rate: 1e-06 - Gradient descent - Stop: 5000 iterations
Theta: [[-0.00027127  0.00705232  0.00376711]] - Iter: 5000 - Last cost: 0.63 - Duration: 1.33s





array([[-0.00027127,  0.00705232,  0.00376711]])

之后可以基于不同的策略使用逻辑回归预测结果，见下一篇文档